Multiple Choice
The Treynor performance measure should be used to measure _____ , while the Sharpe measure should be used _____ .
A) the performance of portfolios; to measure the performance of individual securities.
B) the performance of portfolios; to measure the performance of large portfolios.
C) the performance of single securities; to measure the performance of portfolios.
D) stock return; to measure bond returns.
Correct Answer:

Verified
Correct Answer:
Verified
Q10: The Sharpe performance measure is:<br>A) the total
Q11: The geometric average rate of return on
Q12: CFA Institute standards require the calculation of
Q13: A security with a beta of zero
Q14: The geometric mean is always less than
Q16: The expected utility of an investment is
Q17: Which of the following rate of return
Q18: The CFA Institute total return includes unrealized
Q19: Most performance return measures are on an
Q20: The modified BAI return calculation method<br>A) approximates